Narrow your search
Selected: D

Dam Rain and Cumulative Gain

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Dangers of Bilateral Counterparty Risk: the fundamental impact of closeout conventions

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Default and Systemic Risk in Equilibrium

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Default correlation, cluster dynamics and single names: The GPCL dynamical loss model

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Default Swap Games Driven by Spectrally Negative Levy Processes

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Defining, Estimating and Using Credit Term Structures. Part 1: Consistent Valuation Measures

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Defining, Estimating and Using Credit Term Structures. Part 2: Consistent Risk Measures

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Defining, Estimating and Using Credit Term Structures. Part 3: Consistent CDS-Bond Basis

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Delta Hedging in Financial Engineering: Towards a Model-Free Approach

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Discrete Time vs Continuous Time Stock-price Dynamics and implications for Option Pricing

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Discrete-Time Interest Rate Modelling

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Do your volatility smiles take care of extreme events?

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Don't stay local - extrapolation analytics for Dupire's local volatility

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.